回测周期: 2024-12-21 15:30:00+00:00 至 2026-02-18 14:00:00+00:00
| 开仓时间 | 平仓时间 | 开仓价 | 平仓价 | 数量 | 盈亏 | 平仓原因 |
|---|---|---|---|---|---|---|
| 2024-12-30 01:00:00+00:00 | 2024-12-30 13:00:00+00:00 | 3428.98 | 3365.30 | 2.9163 | -1118.19 | signal |
| 2024-12-31 08:00:00+00:00 | 2024-12-31 18:00:00+00:00 | 3394.21 | 3354.28 | 2.6156 | -630.15 | signal |
| 2025-01-10 17:30:00+00:00 | 2025-01-11 01:00:00+00:00 | 3313.36 | 3248.55 | 2.4881 | -970.77 | signal |
| 2025-01-13 00:30:00+00:00 | 2025-01-13 02:30:00+00:00 | 3307.46 | 3254.91 | 2.1981 | -695.91 | signal |
| 2025-01-13 21:30:00+00:00 | 2025-01-15 03:00:00+00:00 | 3112.82 | 3214.99 | 2.1110 | 1291.38 | signal |
| 2025-01-15 14:00:00+00:00 | 2025-01-16 03:00:00+00:00 | 3287.02 | 3359.76 | 2.3912 | 1040.41 | signal |
| 2025-01-17 02:00:00+00:00 | 2025-01-18 02:30:00+00:00 | 3389.16 | 3450.23 | 2.6252 | 958.30 | signal |
| 2025-01-19 14:00:00+00:00 | 2025-01-19 22:30:00+00:00 | 3351.12 | 3265.88 | 2.9399 | -1507.43 | signal |
| 2025-01-21 10:00:00+00:00 | 2025-01-22 05:30:00+00:00 | 3293.07 | 3317.66 | 2.5328 | 370.32 | signal |
| 2025-01-27 14:30:00+00:00 | 2025-01-28 14:30:00+00:00 | 3135.78 | 3171.27 | 2.7769 | 587.78 | signal |
| 2025-01-29 20:00:00+00:00 | 2025-01-30 21:30:00+00:00 | 3161.48 | 3243.24 | 2.9391 | 1437.99 | signal |
| 2025-01-31 11:00:00+00:00 | 2025-01-31 20:00:00+00:00 | 3328.23 | 3310.80 | 3.2228 | -341.31 | signal |
| 2025-02-03 10:30:00+00:00 | 2025-02-04 06:30:00+00:00 | 2608.91 | 2725.99 | 3.9789 | 2790.75 | signal |
| 2025-02-05 05:30:00+00:00 | 2025-02-05 17:30:00+00:00 | 2783.23 | 2739.19 | 4.7309 | -1255.28 | signal |
| 2025-02-12 16:30:00+00:00 | 2025-02-13 07:00:00+00:00 | 2647.68 | 2678.64 | 4.4970 | 830.55 | signal |
| 2025-02-25 15:30:00+00:00 | 2025-02-26 13:00:00+00:00 | 2408.99 | 2434.29 | 5.2854 | 797.17 | signal |
| 2025-02-28 13:30:00+00:00 | 2025-03-01 10:30:00+00:00 | 2150.51 | 2203.94 | 6.2890 | 2010.57 | signal |
| 2025-03-02 16:00:00+00:00 | 2025-03-03 03:00:00+00:00 | 2266.20 | 2431.62 | 6.8527 | 6794.81 | signal |
| 2025-04-07 12:30:00+00:00 | 2025-04-08 14:30:00+00:00 | 1520.01 | 1530.34 | 14.6830 | 901.06 | signal |
| 2025-05-22 00:00:00+00:00 | 2025-05-22 16:30:00+00:00 | 2569.38 | 2644.99 | 9.0335 | 4088.56 | signal |
| 2025-06-02 14:00:00+00:00 | 2025-06-03 11:00:00+00:00 | 2530.23 | 2607.27 | 10.7854 | 4974.22 | signal |
| 2025-06-10 11:00:00+00:00 | 2025-06-10 16:30:00+00:00 | 2759.51 | 2729.74 | 11.6879 | -2100.46 | signal |
| 2025-06-11 15:00:00+00:00 | 2025-06-11 19:00:00+00:00 | 2850.03 | 2819.81 | 10.5752 | -1929.42 | signal |
| 2025-07-09 12:00:00+00:00 | 2025-07-10 09:00:00+00:00 | 2661.93 | 2782.71 | 10.5931 | 7664.83 | signal |
| 2025-07-10 21:00:00+00:00 | 2025-07-11 11:00:00+00:00 | 2905.18 | 2985.50 | 12.3406 | 5932.45 | signal |
| 2025-07-18 00:30:00+00:00 | 2025-07-18 10:30:00+00:00 | 3537.37 | 3619.50 | 11.8081 | 5801.72 | signal |
| 2025-07-23 23:30:00+00:00 | 2025-07-24 06:00:00+00:00 | 3627.49 | 3573.81 | 13.1096 | -4241.07 | signal |
| 2025-07-24 08:30:00+00:00 | 2025-07-25 00:30:00+00:00 | 3632.84 | 3658.52 | 11.9176 | 1818.82 | signal |
| 2025-07-25 09:30:00+00:00 | 2025-07-25 15:00:00+00:00 | 3725.94 | 3637.89 | 12.1033 | -6411.79 | signal |
| 2025-07-27 10:30:00+00:00 | 2025-07-28 09:00:00+00:00 | 3815.72 | 3880.35 | 10.1334 | 3913.82 | signal |
| 2025-08-06 05:30:00+00:00 | 2025-08-06 12:30:00+00:00 | 3637.19 | 3582.91 | 11.7026 | -3828.09 | signal |
| 2025-08-09 05:00:00+00:00 | 2025-08-09 14:30:00+00:00 | 4178.82 | 4195.48 | 9.2657 | 910.65 | signal |
| 2025-08-11 16:00:00+00:00 | 2025-08-11 20:00:00+00:00 | 4350.50 | 4240.90 | 9.1058 | -6003.42 | signal |
| 2025-08-12 12:30:00+00:00 | 2025-08-13 07:30:00+00:00 | 4404.92 | 4624.29 | 7.6268 | 10024.46 | signal |
| 2025-08-15 02:00:00+00:00 | 2025-08-15 13:30:00+00:00 | 4627.74 | 4538.39 | 9.4229 | -5068.70 | signal |
| 2025-08-19 10:00:00+00:00 | 2025-08-19 15:00:00+00:00 | 4292.75 | 4224.30 | 8.9734 | -3700.52 | signal |
| 2025-08-22 02:00:00+00:00 | 2025-08-22 12:00:00+00:00 | 4306.95 | 4228.34 | 8.0810 | -3825.15 | signal |
| 2025-08-22 14:00:00+00:00 | 2025-08-23 02:30:00+00:00 | 4576.15 | 4713.98 | 6.7667 | 5583.16 | signal |
| 2025-08-26 05:00:00+00:00 | 2025-08-27 19:00:00+00:00 | 4426.07 | 4555.00 | 8.2548 | 6370.68 | signal |
| 2025-08-28 06:00:00+00:00 | 2025-08-28 15:00:00+00:00 | 4569.71 | 4514.48 | 9.3862 | -3127.35 | signal |
| 2025-09-26 01:00:00+00:00 | 2025-09-27 08:00:00+00:00 | 3927.79 | 3996.80 | 10.1196 | 4173.95 | signal |
| 2025-09-29 14:00:00+00:00 | 2025-09-30 02:30:00+00:00 | 4178.27 | 4196.50 | 10.5081 | 1131.74 | signal |
| 2025-10-01 08:30:00+00:00 | 2025-10-01 22:30:00+00:00 | 4289.99 | 4310.55 | 10.4942 | 1276.47 | signal |
| 2025-10-11 08:30:00+00:00 | 2025-10-13 09:00:00+00:00 | 3812.89 | 4146.94 | 12.1374 | 24306.77 | signal |
| 2025-10-13 18:00:00+00:00 | 2025-10-14 01:30:00+00:00 | 4226.74 | 4209.89 | 16.6953 | -1716.01 | signal |
| 2025-10-14 16:30:00+00:00 | 2025-10-15 12:00:00+00:00 | 4094.23 | 4076.43 | 16.8096 | -1822.68 | signal |
| 2025-10-19 10:00:00+00:00 | 2025-10-20 00:00:00+00:00 | 3933.16 | 3924.32 | 17.0276 | -929.87 | signal |
| 2025-10-20 04:30:00+00:00 | 2025-10-20 12:00:00+00:00 | 4052.88 | 4034.33 | 16.2886 | -1839.20 | signal |
| 2025-10-21 14:30:00+00:00 | 2025-10-21 22:00:00+00:00 | 4019.95 | 3910.38 | 15.9579 | -10516.00 | signal |
| 2025-10-26 09:00:00+00:00 | 2025-10-27 08:30:00+00:00 | 4002.21 | 4165.60 | 13.3947 | 13109.02 | signal |
| 2025-10-28 13:30:00+00:00 | 2025-10-28 15:30:00+00:00 | 4157.08 | 4095.35 | 16.0439 | -5968.63 | signal |
| 2025-10-29 06:00:00+00:00 | 2025-10-29 15:30:00+00:00 | 4025.31 | 3950.23 | 15.0797 | -6816.94 | signal |
| 2025-10-30 23:00:00+00:00 | 2025-11-01 22:00:00+00:00 | 3782.32 | 3868.96 | 14.2398 | 7380.36 | signal |
| 2025-11-02 23:30:00+00:00 | 2025-11-03 01:30:00+00:00 | 3904.80 | 3835.16 | 15.6777 | -6574.81 | signal |
| 2025-11-04 01:30:00+00:00 | 2025-11-04 05:30:00+00:00 | 3642.85 | 3490.30 | 14.9934 | -13744.43 | signal |
| 2025-11-05 03:00:00+00:00 | 2025-11-06 07:00:00+00:00 | 3327.49 | 3385.04 | 12.2773 | 4222.73 | signal |
| 2025-11-07 02:30:00+00:00 | 2025-11-07 10:00:00+00:00 | 3345.68 | 3277.81 | 13.4678 | -5502.02 | signal |
| 2025-11-13 03:00:00+00:00 | 2025-11-13 13:30:00+00:00 | 3449.23 | 3436.47 | 11.4631 | -893.37 | signal |
| 2025-11-16 02:30:00+00:00 | 2025-11-16 12:30:00+00:00 | 3202.04 | 3168.55 | 12.0641 | -2439.45 | signal |
| 2025-11-17 01:00:00+00:00 | 2025-11-17 14:00:00+00:00 | 3139.58 | 3119.54 | 11.5222 | -1399.81 | signal |
| 2025-11-19 23:30:00+00:00 | 2025-11-20 15:00:00+00:00 | 3024.09 | 2986.60 | 11.4946 | -2599.32 | signal |
| 2025-11-21 14:30:00+00:00 | 2025-11-23 17:00:00+00:00 | 2768.87 | 2806.03 | 11.6103 | 2575.60 | signal |
| 2025-11-26 17:00:00+00:00 | 2025-11-27 06:30:00+00:00 | 2974.65 | 3026.48 | 11.6686 | 3614.58 | signal |
| 2025-12-01 21:30:00+00:00 | 2025-12-03 10:30:00+00:00 | 2790.68 | 3054.55 | 13.7281 | 21717.85 | signal |
| 2025-12-07 17:00:00+00:00 | 2025-12-08 00:30:00+00:00 | 3103.22 | 3061.66 | 19.3390 | -4846.07 | signal |
| 2025-12-08 01:00:00+00:00 | 2025-12-08 15:00:00+00:00 | 3103.14 | 3106.41 | 17.7701 | 326.57 | signal |
| 2025-12-09 15:00:00+00:00 | 2025-12-10 02:30:00+00:00 | 3154.50 | 3309.84 | 17.5773 | 16359.52 | signal |
| 2025-12-11 19:00:00+00:00 | 2025-12-12 14:00:00+00:00 | 3208.37 | 3223.22 | 22.3743 | 1964.70 | signal |
| 2025-12-19 03:00:00+00:00 | 2025-12-20 00:30:00+00:00 | 2910.47 | 2973.11 | 25.3296 | 9489.76 | signal |
| 2026-01-05 17:30:00+00:00 | 2026-01-06 03:00:00+00:00 | 3212.21 | 3222.69 | 25.8954 | 1594.92 | signal |
| 2026-01-06 14:00:00+00:00 | 2026-01-06 17:30:00+00:00 | 3304.99 | 3194.48 | 25.6409 | -17034.23 | signal |
| 2026-01-26 02:00:00+00:00 | 2026-01-27 08:30:00+00:00 | 2879.69 | 2922.21 | 23.5007 | 5968.04 | signal |
| 2026-01-27 16:00:00+00:00 | 2026-01-28 05:00:00+00:00 | 2969.83 | 2997.17 | 24.7879 | 4036.49 | signal |
| 2026-02-01 01:00:00+00:00 | 2026-02-01 15:00:00+00:00 | 2451.00 | 2306.90 | 31.6699 | -27411.00 | signal |
| 2026-02-02 08:30:00+00:00 | 2026-02-03 08:30:00+00:00 | 2248.13 | 2314.62 | 22.3211 | 8884.13 | signal |
| 2026-02-05 09:00:00+00:00 | 2026-02-05 12:00:00+00:00 | 2137.01 | 2068.85 | 27.6297 | -11322.29 | signal |